AVP Pricing Model Validation - Investment Bank - London
Twenty Financial Services are currently recruiting for a Pricing Model Validation AVP for a Tier 1 Investment Bank based in London.
The main responsibilities will be working in the Pricing model Validation team and will liaise with Key stakeholders across the bank.
- Use statistical techniques and methods to validate models used by the investment bank.
- Support munis, rates and inflation asset classes and gain exposure within other areas subject to bank's needs.
- Recommend model improvements where necessary, and document results from validation activity.
- Reporting of model risk to committees and senior stakeholders.
- Higher education within a finance, engineering or quantitative subject.
- Model validation or quantitative risk experience from an investment bank.
- Knowledge of Pricing models with a focus towards munis, inflation and rates.
- Strong experience using VBA but can be open to other technical skills such as Python, C++ and R.